BASF SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.50% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1241 | 5.72 | |
| 0.0693 | 8.28 | |
| 0.8982 | 77.63 | |
| 0.0491 | 3.02 | |
| -0.0900 | -3.69 | |
| 0.0735 | 4.94 | |
| -0.0562 | -4.56 | |
| 0.0447 | 3.69 | |
| -0.0321 | -3.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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